Procedures for Reacting to a Change in Distribution

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Computation of the ARL for CUSUM-\(S^2\) schemes
Distribution-free cumulative sum control charts using bootstrap-based control limits
Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
Adaptive CUSUM procedures with Markovian mean estimation
Detecting changes in signals and systems - a survey
Real Time Anomaly Detection And Categorisation
Quickest detection with exponential penalty for delay
Nonparametric detection of changepoints for sequentially observed data
On the power of nonparametric changepoint-tests
Sequential multi-sensor change-point detection
A note on Ritov's Bayes approach to the minimax property of the cusum procedure
A lower confidence bound for the change point after a sequential CUSUM test
SPRT and CUSUM in hidden Markov models
Herbert Robbins and sequential analysis
Detecting a change in regression: First-order optimality
Continuous monitoring for changepoints in data streams using adaptive estimation
Multi-sensor slope change detection
Change detection via affine and quadratic detectors
Change-point detection for Lévy processes
Practical aspects of false alarm control for change point detection: beyond average run length
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
Optimal sequential kernel detection for dependent processes
Optimality of the CUSUM procedure in continuous time.
A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes.
A less sensitive linear detector for the change point based on kernel smoothing method
Kalman filter with hypothesis testing: A tool for estimating uncertain parameters
State-of-the-art in sequential change-point detection
On hitting the high level by a random walk with delay at the origin
Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence
Matrices -- compensating the loss of anschauung
Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
Change-level detection for Lévy subordinators
The Bethe Hessian and information theoretic approaches for online change-point detection in network data
Asymptotics of sums of regression residuals under multiple ordering of regressors
Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown
On the informativeness of measurements in Shiryaev's Bayesian quickest change detection
A multiple hypothesis testing approach to detection changes in distribution
Change-point problems: bibliography and review
Reaction times of monitoring schemes for ARMA time series
Methods of analyzing nonstationary time series with implicit changes in their properties
High-dimensional change-point estimation: combining filtering with convex optimization
An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach
Sequential change detection revisited
On the biases of change point and change magnitude estimation after CUSUM test
Sequential change-point detection when unknown parameters are present in the pre-change distribution
Comments on: ``A note on optimal detection of a change in distribution, by Benjamin Yakir
Discussion on: ``On fault detectability and isolability
Estimation of change-point models
Reliable detection of faults in measurement systems
BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE
Regenerative likelihood ratio control schemes
Monitoring and condition-based maintenance with abrupt change in a system's deterioration rate
Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup
Online change detection of Markov chains with unknown post-change transition probabilities
An adaptive multivariate CUSUM control chart for signaling a range of location shifts
An adaptive Shiryaev-Roberts procedure for signalling varying location shifts
Sequential detection/isolation of abrupt changes
Change-point detection in binomial thinning processes, with applications in epidemiology
Sequential Change-Point Detection in State-Space Models
Optimality of Non-Restarting CUSUM Charts
Quality control for structural credit risk models
Quickest detection problems: fifty years later
A Note on “The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes” by Han and Tsung
Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
Likelihood Ratio Identities and Their Applications to Sequential Analysis
CUSUM multi-chart based on nonparametric likelihood approach for detecting unknown abrupt changes and its application for network data
Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change
Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
Sequential Methods to Detect Material Losses
Guest Editorial: Eighty Years of Control Charts
Properties and Use of the Shewhart Method and Its Followers
EWMA Control Charts for Monitoring Optimal Portfolio Weights
Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
Real-time change detection of steady-state evoked potentials
Is Average Run Length to False Alarm Always an Informative Criterion?
Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
From Disorder Detection to Optimal Stopping and Mathematical Finance
State-of-the-art in Bayesian changepoint detection
A fixed-size sample strategy for the sequential detection and isolation of non-orthogonal alterna\-tives
Compound Poisson disorder problems with nonlinear detection delay penalty cost functions
Sequential detection and estimation of change-points
Evaluations of some Exponentially Weighted Moving Average methods
The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes
Sequential Detection of Change-Points in Linear Models
Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals
A Bayesian Approach to Sequential Surveillance in Exponential Families
Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems
Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
Asymptotic distribution of the delay time in Page's sequential procedure
Imperfect surveillance schemes for detecting a change in the distribution of a stationary process. the markovian case
Evaluatiok of optimum weights and average run lenghts in ewma control schemes
Cusum procedure for monitoring variability
Asymptotically optimal ditiction of a change in a linear model
Input design for detection of abrupt changes in dynamical systems
A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown

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